Raynes, Sylvain, <br/><br/>
The analysis of structured securities :  precise risk measurement and capital allocation / 
Sylvain Raynes and Ann Rutledge. 
 - xii, 449 páginas :  ilustraciones ;  24 cm. 
<br/><br/>Incluye bibliografía (p. 429-440). 
<br/><br/>_  The Contemporary Framework --  Market Basics --  To Rate A Tabula Rasa --  The Actuarial Method --  The Default Method --  The Eclectic Method --  Analyzing Structured Securities --  Toward a Science of Ratings --  Dynamic Asset Analysis --  Liabilities Analysis and Structuring --  The Average Life of Assets and Liabilities --  PACs and TACs --  Applications of Numerical Methods to Structured Finance --  The Art of Mathematical Modeling --  Statistical Probability Density Functions --  Eigenvalues and Eigenvectors --  Markov Chains --  Regression Analysis --  Lower-Upper Decomposition --  Covariance Matrix Simulation  Pt. I.  1.  2.  3.  4.  5.  Pt. II.  6.  7.  8.  9.  10.  Pt. III.  11.  12.  13.  14.  15.  16.  17. 
<br/><br/><label>ISBN: </label>0195152735 9780195152739 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Análisis de inversiones.<br/>Financiamientos respaldados por activos.<br/>Valores respaldados por hipotecas.<br/>Valores.
<br/><br/><label>Dewey Class. No.: </label>332.63  / R275a 2003